Showing 1 - 10 of 353
Russia, China, South Africa, Argentina and Brazil. …
Persistent link: https://www.econbiz.de/10011240261
of bankruptcies. In this framework, we find that stock market volatility may damage the real economy if the stock market … is too relevant. In particular, an increase of volatility worsens the economic performance through the stock market …
Persistent link: https://www.econbiz.de/10011253063
(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …
Persistent link: https://www.econbiz.de/10009643213
return volatility. Besides, the increases in the STT rate have mixed effects on market efficiency, either improving or …
Persistent link: https://www.econbiz.de/10008506118
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and...
Persistent link: https://www.econbiz.de/10011108097
volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that …. The results for both stock market returns and volatility suggest that spillover effects vary across different time periods …
Persistent link: https://www.econbiz.de/10011112400
discussion about the regional differences in Brazil will be made, while the methodology will be presented in the forth section …
Persistent link: https://www.econbiz.de/10011258623
, the results indicated that when the impact is generated at the North-Northeastern Brazil, production and employment is …
Persistent link: https://www.econbiz.de/10011258834
diachronic evolution of these specific housing policies in the paradigmatic case-study of Brazil, critically analysing the …
Persistent link: https://www.econbiz.de/10011259296
This study simulates environmental effects with the inter-regional general equilibrium model Mibra assuming economic growth rates in a pessimist scenario of 2.3% a.a. and an optimist scenario of 4.4% a.a., both for the period 2002-2012. Using pollution intensity coefficients associated to...
Persistent link: https://www.econbiz.de/10011259487